+283.9%
RTX vs UNP
+271.6%
+12.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | -1.6% | -1.7% | +0.1% | -0.7% |
| 30D | -11.6% | -2.1% | -9.4% | -10.7% |
| 3M | +9.2% | +5.4% | +3.7% | +5.6% |
| 6M | -4.4% | +13.4% | -17.8% | -11.6% |
| YTD | +8.9% | +25.0% | -16.1% | -5.0% |
| 1Y | +32.1% | +34.6% | -2.5% | +10.4% |
| 3Y | +151.2% | +43.6% | +107.6% | +96.1% |
| 5Y | +162.9% | +51.7% | +111.2% | +89.1% |
| 10Y | +283.9% | +282.5% | +1.4% | +71.7% |
| All | +283.9% | +271.6% | +12.3% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling